Stopping problems as special statistical decision problems
The Bayes sequential estimation of a normal mean from delayed observations
The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.
The Combined Inverse Binomial Sampling Procedure.
The secretary problem : optimal selection with batch-interviewing and cost
The Sequential Probability Ratio Test Under Random Censorship.
The "Thirty-seven Percent Rule" and the secretary problem with relative ranks
We revisit the problem of selecting an item from n choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first k items and then select the first subsequent item that ranks lower than the l-th lowest-ranked item among the first k. We prove that the optimal rule has k ~ n/e, as in the classical secretary problem where our sole objective is to select the item of lowest rank;...
Transitivity and approximate transitivity in problems of optimal stopping
Two-Stage Point Estimation with a Shrinkage Stopping Rule.
Гарантийные процедуры статистического вывода (определение объема выборки)
О свойствах некоторых случайных процессов, возникающих в теории статистического оценивания
Пoследовательное оценивание параметра сдвига равномерного распределения по цензурированным типа II выборкам